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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.80% | 106.58 % | 107.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,582 CHF | 268,732 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.80% | 106.62 % | 107.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,447 CHF | 268,597 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 106.55 % | 107.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,236 CHF | 268,384 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 106.41 % | 107.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,133 CHF | 268,273 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 106.52 % | 107.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,313 CHF | 268,463 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 106.49 % | 107.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,205 CHF | 268,353 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 106.36 % | 107.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,987 CHF | 268,118 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 106.41 % | 107.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,113 CHF | 268,254 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 106.28 % | 107.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,458 CHF | 267,583 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 106.07 % | 106.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,879 CHF | 267,004 CHF | 100.00% | 100.00% |
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